arXiv:2608. 01217v1 Announce Type: cross Abstract: Local-stochastic volatility (LSV) combines vanilla marginals with richer smile dynamics, but calibration requires a slow, noisy and sequential McKean--Vlasov fixed point.
By Xiaozhen Wang, Ana\"is Despr\'es, Martin Dureau, Francois Buet-Golfouse
arXiv:2606. 01122v1 Announce Type: new Abstract: We propose a five-step diagnostic protocol for residual-trained neural HJB-PIDE solvers with control-dependent L\'evy jumps, targeting a general failure mode of neural PDE methods: a learned solution can match headline scalar diagnostics while miscomputing an operator inside its training loss.
By R. Drissi
arXiv:2606. 16961v1 Announce Type: new Abstract: We present a convolutional variational autoencoder for cryptocurrency implied-volatility surfaces, together with a deployable predictor that combines it with a quadratic smile re-fit through a deterministic per-tenor routing rule.
By Sadanand Singh, Allam Reddy, Manan Chopra
arXiv:2607. 20171v1 Announce Type: cross Abstract: Learned solvers for compressible flow are usually compared to classical methods at equal mesh resolution rather than at equal computational cost, and they typically offer no guarantee that their solutions remain physically admissible.
By Denis Gueyffier (ONERA -- Institut Polytechnique de Paris)
arXiv:2607. 22906v1 Announce Type: new Abstract: We study adaptive gradient descent for continuously differentiable, possibly nonconvex objectives under one-sided H\"older regularity.
By Arzu Ahmadova, Ismail Huseynov
arXiv:2606. 20364v1 Announce Type: new Abstract: A companion study established a de-biased, cross-model VLM-as-3D-judge that reliably ranks single-image-to-3D mesh quality where cheap geometry and CLIP proxies fall short.
By Ali Asaria, Tony Salomone, Deep Gandhi